THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Close-to-Close Volatility

Observe a close shock enter and leave centered return dispersion.

12
0.025

Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. Closes → log returns
  2. 2. Center the active returns
  3. 3. Divide squared deviations by w−1
  4. 4. Scale variance; take square root

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

r_i=ln(C_i/C_(i-1)); v=A sum((r_i-mean(r))²)/(w-1)

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine